Recently, a friend of mine was having a speech and he used the word effing. I did some research on it and then I realized it is vulgar.
Is it okay for me to use it in an annoying sentence in public?
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"Effing" is a minced oath. Minced oaths are a euphemism, and more specifically, are a modified version of a profane or obscene or otherwise "bad" word that should not be said in polite company. They indicate that you want to say the "bad" word, but recognize that in the current context, such a word would be forbidden, rude or otherwise uncalled for.
In many contexts, particularly in more formal situations, even minced oaths are considered rude and should not be used. In some contexts, some minced oaths are rude, while others would be acceptable. The difference often has to do with how offensive the non-minced version is.
For "effing", the non-minced version is "fucking". "Fucking" is considered one of the more offensive words in the English language (at least in America), and as such, most minced versions are still considered offensive in many circumstances.
That said, "in public" covers a very wide range of scenarios, and in many of those scenarios, "effing" would be fine. For example, if you were talking with friends or close acquaintances in a public area, such as a park or supermarket, "effing" would be considered acceptable, even if there were strangers present. It would be less likely to be acceptable if your boss was present. It would be even less acceptable if there were children present, or your mother.
The specific situation matters.